+118.6%
DVN vs AG
+63.6%
+55.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.7% |
| 7D | +4.5% | -6.7% | +11.2% | +5.2% |
| 30D | +12.0% | +2.2% | +9.8% | +11.5% |
| 3M | +13.4% | +15.7% | -2.3% | +10.9% |
| 6M | +12.1% | -23.8% | +35.9% | +14.2% |
| YTD | +38.8% | +17.6% | +21.2% | +30.7% |
| 1Y | +46.0% | +88.6% | -42.6% | +25.6% |
| 3Y | +9.5% | +253.4% | -243.9% | -21.5% |
| All | +118.6% | +63.6% | +55.0% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling